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Posted to issues@mahout.apache.org by "Jose Francisco Hernandez Santa Cruz (Jira)" <ji...@apache.org> on 2021/01/08 17:03:00 UTC

[jira] [Created] (MAHOUT-2136) Implement Ridge Regression Algorithm

Jose Francisco Hernandez Santa Cruz created MAHOUT-2136:
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             Summary: Implement Ridge Regression Algorithm
                 Key: MAHOUT-2136
                 URL: https://issues.apache.org/jira/browse/MAHOUT-2136
             Project: Mahout
          Issue Type: Improvement
            Reporter: Jose Francisco Hernandez Santa Cruz


Ridge regression is a regularized approach of the linear regression by OLS method. Non-full rank matrices are allowed as the regularization parameter adds a diagonal matrix to the optimization equation breaking collinearity by adding a bias component, thus reducing standard error.

 

https://en.wikipedia.org/wiki/Tikhonov_regularization



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